Apollodorus Library 3.10.2

[2]
  Maia, the eldest, as the fruit of her intercourse with Zeus, gave birth to Hermes in a cave of Cyllene. ¹ He was laid in swaddling-bands on the winnowing fan, ² but he slipped out and made his way to Pieriaand stole the kine which Apollo was herding. ³ And lest he should be detected by the tracks, he put shoes on their feet and brought them to Pylus, and hid the rest in a cave; but two he sacrificed and nailed the skins to rocks, while of the flesh he boiled and ate some, ⁴ and some he burned. And quickly he departed to Cyllene. And before the cave he found a tortoise browsing. He cleaned it out, strung the shell with chords made from the kine he had sacrificed, and having thus produced a lyre he invented also a plectrum. ⁵ But Apollo came to Pylus ⁶ in search of the kine, and he questioned the inhabitants. They said that they had seen a boy driving cattle, but could not say whither they had been driven, because they could find no track. Having discovered the thief by divination, ⁷ Apollo came to Maia at Cyllene and accused Hermes. But she showed him the child in his swaddling-bands. So Apollo brought him to Zeus, and claimed the kine; and when Zeus bade him restore them, Hermes denied that he had them, but not being believed he led Apollo to Pylus and restored the kine. Howbeit, when Apollo heard the lyre, he gave the kine in exchange for it. And while Hermes pastured them, he again made himself a shepherd's pipe and piped on it. ⁸ And wishing to get the pipe also, Apollo offered to give him the golden wand which he owned while he herded cattle. ⁹ But Hermes wished both to get the wand for the pipe and to acquire the art of divination. So he gave the pipe and learned the art of divining by pebbles. ¹⁰ And Zeus appointed him herald to himself and to the infernal gods.